CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9107 |
0.0007 |
0.1% |
0.9133 |
| High |
0.9136 |
0.9107 |
-0.0029 |
-0.3% |
0.9188 |
| Low |
0.9100 |
0.9079 |
-0.0021 |
-0.2% |
0.9072 |
| Close |
0.9126 |
0.9083 |
-0.0043 |
-0.5% |
0.9083 |
| Range |
0.0036 |
0.0028 |
-0.0008 |
-22.2% |
0.0116 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
203 |
134 |
-69 |
-34.0% |
1,326 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9156 |
0.9098 |
|
| R3 |
0.9146 |
0.9128 |
0.9091 |
|
| R2 |
0.9118 |
0.9118 |
0.9088 |
|
| R1 |
0.9100 |
0.9100 |
0.9086 |
0.9095 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9087 |
| S1 |
0.9072 |
0.9072 |
0.9080 |
0.9067 |
| S2 |
0.9062 |
0.9062 |
0.9078 |
|
| S3 |
0.9034 |
0.9044 |
0.9075 |
|
| S4 |
0.9006 |
0.9016 |
0.9068 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9389 |
0.9147 |
|
| R3 |
0.9346 |
0.9273 |
0.9115 |
|
| R2 |
0.9230 |
0.9230 |
0.9104 |
|
| R1 |
0.9157 |
0.9157 |
0.9094 |
0.9136 |
| PP |
0.9114 |
0.9114 |
0.9114 |
0.9104 |
| S1 |
0.9041 |
0.9041 |
0.9072 |
0.9020 |
| S2 |
0.8998 |
0.8998 |
0.9062 |
|
| S3 |
0.8882 |
0.8925 |
0.9051 |
|
| S4 |
0.8766 |
0.8809 |
0.9019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9188 |
0.9072 |
0.0116 |
1.3% |
0.0049 |
0.5% |
9% |
False |
False |
265 |
| 10 |
0.9385 |
0.9072 |
0.0313 |
3.4% |
0.0058 |
0.6% |
4% |
False |
False |
267 |
| 20 |
0.9406 |
0.9072 |
0.0334 |
3.7% |
0.0057 |
0.6% |
3% |
False |
False |
261 |
| 40 |
0.9522 |
0.9072 |
0.0450 |
5.0% |
0.0046 |
0.5% |
2% |
False |
False |
189 |
| 60 |
0.9579 |
0.9072 |
0.0507 |
5.6% |
0.0037 |
0.4% |
2% |
False |
False |
136 |
| 80 |
0.9678 |
0.9072 |
0.0606 |
6.7% |
0.0031 |
0.3% |
2% |
False |
False |
106 |
| 100 |
0.9726 |
0.9072 |
0.0654 |
7.2% |
0.0027 |
0.3% |
2% |
False |
False |
88 |
| 120 |
0.9726 |
0.9072 |
0.0654 |
7.2% |
0.0026 |
0.3% |
2% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9226 |
|
2.618 |
0.9180 |
|
1.618 |
0.9152 |
|
1.000 |
0.9135 |
|
0.618 |
0.9124 |
|
HIGH |
0.9107 |
|
0.618 |
0.9096 |
|
0.500 |
0.9093 |
|
0.382 |
0.9090 |
|
LOW |
0.9079 |
|
0.618 |
0.9062 |
|
1.000 |
0.9051 |
|
1.618 |
0.9034 |
|
2.618 |
0.9006 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9104 |
| PP |
0.9090 |
0.9097 |
| S1 |
0.9086 |
0.9090 |
|